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Estimating the term structure of commodity market preferences
Christodoulakis, George A. - In: European journal of operational research : EJOR 282 (2020) 3, pp. 1146-1163
Persistent link: https://www.econbiz.de/10012161880
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Optimal privatization portfolios in the presence of arbitrary risk aversion
Christodoulakis, George A.; Mohamed, Abdulkadir; … - In: European journal of operational research : EJOR 265 (2018) 3, pp. 1172-1191
Persistent link: https://www.econbiz.de/10011778940
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Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns
Christodoulakis, George A.; Satchell, Stephen E. - In: European journal of operational research : EJOR 139 (2002) 2, pp. 351-370
Persistent link: https://www.econbiz.de/10006655634
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The simulation of option prices with application to LIFFEoptions on futures
Christodoulakis, George A.; Satchell, Stephen E. - In: European journal of operational research : EJOR 114 (1999) 2, pp. 249-262
Persistent link: https://www.econbiz.de/10006668130
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Common volatility and correlation clustering in asset returns
Christodoulakis, George A. - In: European journal of operational research : EJOR 182 (2007) 3, pp. 1263-1284
Persistent link: https://www.econbiz.de/10007727876